A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997) (Q5456568)
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scientific article; zbMATH DE number 5261480
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| English | A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997) |
scientific article; zbMATH DE number 5261480 |
Statements
A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997) (English)
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8 April 2008
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Markov chain Monte Carlo
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multi-move sampler
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simulation smoother
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state variable
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0.8635782
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0.8476676
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0.8457925
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0.84156877
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0.8400722
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0.8367466
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